CSR non-Sec Curvature CVR

sbm
Description The valuation impact of the upward or downward scenario for curvature risk factors based on the curvature scenario at the bucket level

The measure CSR non-Sec Curvature CVR can be replicated by selecting either the CSR non-Sec Curvature CVR Up or CSR non-Sec Curvature CVR Down based on the scenario value of CSR non-Sec Curvature Bucket Scenario

See also